Subsection BPE Basic Properties of Eigenvalues

Theorem EDELI Eigenvectors with Distinct Eigenvalues are Linearly Independent

Suppose that $A$ is an $n\times n$ square matrix and $S=\set{\vectorlist{x}{p}}$ is a set of eigenvectors with eigenvalues $\scalarlist{\lambda}{p}$ such that $\lambda_i\neq\lambda_j$ whenever $i\neq j$. Then $S$ is a linearly independent set.

There is a simple connection between the eigenvalues of a matrix and whether or not the matrix is nonsingular.

Theorem SMZE Singular Matrices have Zero Eigenvalues

Suppose $A$ is a square matrix. Then $A$ is singular if and only if $\lambda=0$ is an eigenvalue of $A$.

With an equivalence about singular matrices we can update our list of equivalences about nonsingular matrices.

Theorem NME8 Nonsingular Matrix Equivalences, Round 8

Suppose that $A$ is a square matrix of size $n$. The following are equivalent.

  1. $A$ is nonsingular.
  2. $A$ row-reduces to the identity matrix.
  3. The null space of $A$ contains only the zero vector, $\nsp{A}=\set{\zerovector}$.
  4. The linear system $\linearsystem{A}{\vect{b}}$ has a unique solution for every possible choice of $\vect{b}$.
  5. The columns of $A$ are a linearly independent set.
  6. $A$ is invertible.
  7. The column space of $A$ is $\complex{n}$, $\csp{A}=\complex{n}$.
  8. The columns of $A$ are a basis for $\complex{n}$.
  9. The rank of $A$ is $n$, $\rank{A}=n$.
  10. The nullity of $A$ is zero, $\nullity{A}=0$.
  11. The determinant of $A$ is nonzero, $\detname{A}\neq 0$.
  12. $\lambda=0$ is not an eigenvalue of $A$.

Sage NME8 Nonsingular Matrix Equivalences, Round 8

Certain changes to a matrix change its eigenvalues in a predictable way.

Theorem ESMM Eigenvalues of a Scalar Multiple of a Matrix

Suppose $A$ is a square matrix and $\lambda$ is an eigenvalue of $A$. Then $\alpha\lambda$ is an eigenvalue of $\alpha A$.

Unfortunately, there are not parallel theorems about the sum or product of arbitrary matrices. But we can prove a similar result for powers of a matrix.

Theorem EOMP Eigenvalues Of Matrix Powers

Suppose $A$ is a square matrix, $\lambda$ is an eigenvalue of $A$, and $s\geq 0$ is an integer. Then $\lambda^s$ is an eigenvalue of $A^s$.

While we cannot prove that the sum of two arbitrary matrices behaves in any reasonable way with regard to eigenvalues, we can work with the sum of dissimilar powers of the same matrix. We have already seen two connections between eigenvalues and polynomials, in the proof of Theorem EMHE and the characteristic polynomial (Definition CP). Our next theorem strengthens this connection.

Theorem EPM Eigenvalues of the Polynomial of a Matrix

Suppose $A$ is a square matrix and $\lambda$ is an eigenvalue of $A$. Let $q(x)$ be a polynomial in the variable $x$. Then $q(\lambda)$ is an eigenvalue of the matrix $q(A)$.

Example BDE Building desired eigenvalues

Inverses and transposes also behave predictably with regard to their eigenvalues.

Theorem EIM Eigenvalues of the Inverse of a Matrix

Suppose $A$ is a square nonsingular matrix and $\lambda$ is an eigenvalue of $A$. Then $\lambda^{-1}$ is an eigenvalue of the matrix $\inverse{A}$.

The proofs of the theorems above have a similar style to them. They all begin by grabbing an eigenvalue-eigenvector pair and adjusting it in some way to reach the desired conclusion. You should add this to your toolkit as a general approach to proving theorems about eigenvalues.

So far we have been able to reserve the characteristic polynomial for strictly computational purposes. However, sometimes a theorem about eigenvalues can be proved easily by employing the characteristic polynomial (rather than using an eigenvalue-eigenvector pair). The next theorem is an example of this.

Theorem ETM Eigenvalues of the Transpose of a Matrix

Suppose $A$ is a square matrix and $\lambda$ is an eigenvalue of $A$. Then $\lambda$ is an eigenvalue of the matrix $\transpose{A}$.

If a matrix has only real entries, then the computation of the characteristic polynomial (Definition CP) will result in a polynomial with coefficients that are real numbers. Complex numbers could result as roots of this polynomial, but they are roots of quadratic factors with real coefficients, and as such, come in conjugate pairs. The next theorem proves this, and a bit more, without mentioning the characteristic polynomial.

Theorem ERMCP Eigenvalues of Real Matrices come in Conjugate Pairs

Suppose $A$ is a square matrix with real entries and $\vect{x}$ is an eigenvector of $A$ for the eigenvalue $\lambda$. Then $\conjugate{\vect{x}}$ is an eigenvector of $A$ for the eigenvalue $\conjugate{\lambda}$.

This phenomenon is amply illustrated in Example CEMS6, where the four complex eigenvalues come in two pairs, and the two basis vectors of the eigenspaces are complex conjugates of each other. Theorem ERMCP can be a time-saver for computing eigenvalues and eigenvectors of real matrices with complex eigenvalues, since the conjugate eigenvalue and eigenspace can be inferred from the theorem rather than computed.

(in context)